I did mine with #2 button head screws, as seen in this photo.
http://www.rcuniverse.com/forum/fb.asp?m=4661902
If you go to page 4 and 5 in that thread you will see examples of those that used colored electrical tape. I didn't want to use glue either as I generally make a mess of things with glue. So far the screws have been fine. If you go with screws I have 2 tips. First back up the locations for the screws and after drilling the holes harden them with thin CA. Second, make the holes in the canopy slightly larger than the screw, this will help keep the canopy from distorting in warm weather. Just loosen the screws and the canopy will relax then snug them up again.